Share-o-matic - Assessment STI (Straits Times Index)

Assessment - Straits Times Index - 5/06/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	L	STI	3,290.700	Fri	0.76	3,303.190	-0.38	3,180.530	122.660	3.86	SGD	3.70
	L	OCBC	14.120	Fri	1.51	14.270	-1.05	13.150	1.120	8.52	SGD	11.29
		Yangzijiang Ship	1.720	Fri		1.710	0.58	1.540	0.170	11.04	SGD	10.50
	L	DBS Bank	35.400	Fri	0.34	35.810	-1.14	33.750	2.060	6.10	SGD	8.92
	L	United Overseas Bank	30.340	Fri	-0.03	30.560	-0.72	28.000	2.560	9.14	SGD	8.05
	L	Venture Corporation	14.000	Fri	0.21	14.250	-1.75	12.340	1.910	15.48	SGD	4.03
		ST Engineering	3.980	Fri	1.79	3.930	1.27	3.880	0.050	1.29	SGD	3.32
		Sembcorp Industries	5.290	Fri	2.12	5.310	-0.38	4.920	0.390	7.93	SGD	1.95
		Keppel	6.730	Fri	1.66	6.820	-1.32	6.490	0.330	5.08	SGD	0.33
		CapitaLand ICT	1.950	Fri		1.930	1.04	1.860	0.070	3.76	SGD	0.15
	S	Singapore Airlines	6.750	Fri	1.20	6.550	3.05	6.330	0.220	3.48	SGD	-1.06
	S	Singtel	2.400	Fri	1.27	2.380	0.84	2.470	-0.090	-3.64	SGD	-1.64
		Singapore Exchange	9.290	Fri	1.20	9.260	0.32	9.700	-0.440	-4.54	SGD	-2.59
	S	Mapletree Industrial	2.210	Fri	1.38	2.200	0.45	2.220	-0.020	-0.90	SGD	-3.74
	S	SATS	2.570	Fri	1.18	2.530	1.58	2.560	-0.030	-1.17	SGD	-3.83
	L	Hongkong Land	3.350	Fri	2.45	3.300	1.52	3.360	-0.060	-1.79	USD	-4.13
		Genting	0.885	Fri	1.14	0.885		0.885	0.000	0.00	SGD	-4.93
	S	CapitaLand Ascendas	2.600	Fri	1.17	2.590	0.39	2.750	-0.160	-5.82	SGD	-6.06
		City Developments	5.980	Fri	0.84	5.980		6.620	-0.640	-9.67	SGD	-6.90
	L	Jardine Matheson	40.430	Fri	1.18	39.650	1.97	41.340	-1.690	-4.09	USD	-8.15
		ThaiBev	0.490	Fri		0.490		0.545	-0.055	-10.09	SGD	-8.71
		UOL	5.610	Fri	0.36	5.690	-1.41	6.160	-0.470	-7.63	SGD	-8.72
		Jardine Cycle & Carr	27.040	Fri	1.73	26.900	0.52	30.130	-3.230	-10.72	SGD	-9.06
		Wilmar International	3.180	Fri	0.32	3.220	-1.24	3.630	-0.410	-11.29	SGD	-10.31
		Frasers L&C Trust	1.020	Fri	0.99	1.010	0.99	1.120	-0.110	-9.82	SGD	-10.50
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ26	Curr	∅-RS
	S	Mapletree Logistics	1.370	Fri	1.48	1.390	-1.44	1.580	-0.190	-12.03	SGD	-12.29
		CapitaLand Invest	2.590	Fri	1.17	2.650	-2.26	3.130	-0.480	-15.34	SGD	-12.77
	S	Emperador	0.435	Fri	-1.14	0.430	1.16	0.505	-0.075	-14.85	SGD	-13.60
		Mapletree Pan Asia	1.240	Fri	0.81	1.240		1.370	-0.130	-9.49	USD	-14.58
		Seatrium	0.091	Mon	-1.09	0.091		0.112	-0.021	-18.75	SGD	-18.42
	S	DFI Retail	1.860	Fri	1.09	1.910	-2.62	2.400	-0.490	-20.42	USD	-18.92
STI - 30 out of 30 instruments rated - 5/06/24 / 11/06/23 - 10 did rise, Market-Ratio(26) = 33.33 %

Technical Chart

	STI RS = 26 - B/S = 60/40

1/06/20	scale up chart	5/06/24

Transactions Straits Times Index * 26 - 60/40 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		7/10/06	189		- cash -
short	7/10/06	10/02/06	84		Noble Group	100	14,492	SGD	0.690	0.670	0.711	0.021	3	10,299	14
long	10/02/06	8/13/07	315		Singapore Exchange	100	2,219	SGD	4.640	8.300		3.660	79	18,420	96
short	8/13/07	8/27/07	14		Hongkong Land	100	4,822	USD	3.820	3.840	3.800	-0.020	-1	18,324	-13
long	8/27/07	12/17/07	112		Singapore Exchange	100	1,879	SGD	9.750	13.400		3.650	37	25,182	182
short	12/17/07	4/20/09	490		CapitaLand	100	4,094	SGD	6.150	2.590	14.603	8.453	137	59,790	90
long	4/20/09	3/14/11	693		Genting	100	94,904	SGD	0.630	1.950		1.320	210	185,063	81
short	3/14/11	2/13/12	336		CapitaLand	100	58,937	SGD	3.140	2.890	3.412	0.272	9	201,070	9
long	2/13/12	6/24/13	497		Jardine Cycle & Carr	100	4,052	SGD	49.620	41.950		-7.670	-15	169,992	-12
short	6/24/13	6/09/14	350		Noble Group	100	175,249	SGD	0.970	1.460	0.480	-0.490	-51	84,120	-52
long	6/09/14	10/20/14	133		Noble Group	100	57,616	SGD	1.460	1.240		-0.220	-15	71,444	-36
short	10/20/14	2/16/15	119		Genting	100	68,041	SGD	1.050	1.035	1.065	0.015	1	72,478	5
long	2/16/15	6/29/15	133		HPH	100	76,696	SGD	0.945	0.855		-0.090	-10	65,576	-24
short	6/29/15	7/18/16	385		Noble Group	100	91,077	SGD	0.720	0.170	3.049	2.329	324	277,730	293
long	7/18/16	9/19/16	63		ThaiBev	100	289,302	SGD	0.960	0.960		0.000	0	277,730	0
short	9/19/16	11/14/16	56		Noble Group	100	1,998,059	SGD	0.139	0.170	0.108	-0.031	-22	215,791	-81
long	11/14/16	3/05/18	476		ThaiBev	100	224,781	SGD	0.960	0.820		-0.140	-15	184,321	-11
short	3/05/18	2/18/19	350		HPH	100	400,698	SGD	0.460	0.340	0.622	0.162	35	249,395	37
long	2/18/19	8/26/19	189		Yangzijiang Ship	100	178,138	SGD	1.400	0.945		-0.455	-33	168,342	-53
short	8/26/19	9/21/20	392		HPH	100	765,189	SGD	0.220	0.167	0.290	0.070	32	221,752	29
long	9/21/20	10/12/20	21		Venture Corporation	100	11,610	SGD	19.100	20.670		1.570	8	239,980	295
short	10/12/20	11/16/20	35		Singapore Airlines	100	67,982	SGD	3.530	3.870	3.190	-0.340	-10	216,866	-65
long	11/16/20	9/20/21	308		SATS	100	54,352	SGD	3.990	3.890		-0.100	-3	211,431	-3
short	9/20/21	11/15/21	56		DFI Retail	100	61,107	USD	3.460	3.370	3.552	0.092	3	217,077	19
long	11/15/21	11/29/21	14		Hongkong Land	100	37,884	USD	5.730	5.560		-0.170	-3	210,637	-54
short	11/29/21	3/21/22	112		DFI Retail	100	66,030	USD	3.190	2.510	4.054	0.864	27	267,700	118
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	3/21/22	5/09/22	49		Sembcorp Industries	100	102,566	SGD	2.610	2.880		0.270	10	295,393	108
short	5/09/22	6/06/22	28		Yangzijiang Ship	100	331,901	SGD	0.890	1.000	0.780	-0.110	-12	258,883	-82
long	6/06/22	9/26/22	112		Jardine Cycle & Carr	100	8,667	SGD	29.870	35.390		5.520	18	306,725	74
short	9/26/22	4/03/23	189		Keppel DC REIT	100	171,354	SGD	1.790	2.060	1.520	-0.270	-15	260,460	-27
long	4/03/23	6/26/23	84		Sembcorp Industries	100	59,601	SGD	4.370	5.400		1.030	24	321,849	151
short	6/26/23	5/10/24	319		SATS	100	125,722	SGD	2.560	2.570	2.550	-0.010	0	320,591	0
accum	7/10/06	5/10/24	6515	days out of 6704 invested (97%)								3,106		320,591	21

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Genting	long	4/20/09	3/14/11	693	0.63	1.95		1.32	209.52
	short	10/20/14	2/16/15	119	1.05	1.04	1.07	0.02	1.45	214.00
CapitaLand	short	12/17/07	4/20/09	490	6.15	2.59	14.60	8.45	137.45
	short	3/14/11	2/13/12	336	3.14	2.89	3.41	0.27	8.65	157.99
Singapore Exchange	long	10/02/06	8/13/07	315	4.64	8.30		3.66	78.88
	long	8/27/07	12/17/07	112	9.75	13.40		3.65	37.44	145.84
HPH	long	2/16/15	6/29/15	133	0.95	0.86		-0.09	-9.52
	short	3/05/18	2/18/19	350	0.46	0.34	0.62	0.16	35.30
	short	8/26/19	9/21/20	392	0.22	0.17	0.29	0.07	31.73	61.26
Noble Group	short	7/10/06	10/02/06	84	0.69	0.67	0.71	0.02	2.99
	short	6/24/13	6/09/14	350	0.97	1.46	0.48	-0.49	-50.52
	long	6/09/14	10/20/14	133	1.46	1.24		-0.22	-15.07
	short	6/29/15	7/18/16	385	0.72	0.17	3.05	2.33	323.53
	short	9/19/16	11/14/16	56	0.14	0.17	0.11	-0.03	-22.30	42.43
Sembcorp Industries	long	3/21/22	5/09/22	49	2.61	2.88		0.27	10.34
	long	4/03/23	6/26/23	84	4.37	5.40		1.03	23.57	36.35
DFI Retail	short	9/20/21	11/15/21	56	3.46	3.37	3.55	0.09	2.67
	short	11/29/21	3/21/22	112	3.19	2.51	4.05	0.86	27.09	30.48
Venture Corporation	long	9/21/20	10/12/20	21	19.10	20.67		1.57	8.22	8.22
Jardine Cycle & Carr	long	2/13/12	6/24/13	497	49.62	41.95		-7.67	-15.46
	long	6/06/22	9/26/22	112	29.87	35.39		5.52	18.48	0.17
SATS	long	11/16/20	9/20/21	308	3.99	3.89		-0.10	-2.51
	short	6/26/23	5/10/24	319	2.56	2.57	2.55	-0.01	-0.39	-2.89
Hongkong Land	short	8/13/07	8/27/07	14	3.82	3.84	3.80	-0.02	-0.52
	long	11/15/21	11/29/21	14	5.73	5.56		-0.17	-2.97	-3.47
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Singapore Airlines	short	10/12/20	11/16/20	35	3.53	3.87	3.19	-0.34	-9.63	-9.63
ThaiBev	long	7/18/16	9/19/16	63	0.96	0.96		0.00	0.00
	long	11/14/16	3/05/18	476	0.96	0.82		-0.14	-14.58	-14.58
Keppel DC REIT	short	9/26/22	4/03/23	189	1.79	2.06	1.52	-0.27	-15.08	-15.08
Yangzijiang Ship	long	2/18/19	8/26/19	189	1.40	0.95		-0.46	-32.50
	short	5/09/22	6/06/22	28	0.89	1.00	0.78	-0.11	-12.36	-40.84

Annotations

3/12/24	STI	Component update: Seatrium (former Sembcorp Marine) replaces Keppel DC REIT
12/07/20	CapitaLand Mall	mergered with CMT
1/17/18	STI	Jardine Strategic and Venture Corporation replace Global Logistic and SIA Engineering Company
10/31/16	STI	CapitaCom Trust and Jardine Matheson replace Noble and Sembcorp Marine
2/02/16	STI	full technique analysis performed
9/21/15	STI	SATS, UOL and Yangzijiang Shipbuilding replace Jardine Matheson, Jardine Strategic and Olam
9/04/15	STI	complete analysis


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